DJAM.DE vs. XZMD.DE
DJAM.DE (Lyxor Dow Jones Industrial Average UCITS ETF Dist) and XZMD.DE (Xtrackers MSCI USA ESG UCITS ETF 1D) are both Large Cap Blend Equities funds - DJAM.DE tracks the Dow Jones Industrial Average while XZMD.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 3 years, DJAM.DE returned 13.60%/yr vs 18.73%/yr for XZMD.DE. A 0.77 correlation means they provide meaningful diversification when combined. DJAM.DE charges 0.50%/yr vs 0.15%/yr for XZMD.DE.
Performance
DJAM.DE vs. XZMD.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with DJAM.DE having a 8.12% return and XZMD.DE slightly higher at 8.27%.
DJAM.DE
- 1D
- 1.22%
- 1M
- 5.73%
- YTD
- 8.12%
- 6M
- 8.61%
- 1Y
- 20.41%
- 3Y*
- 13.60%
- 5Y*
- 10.75%
- 10Y*
- 12.59%
XZMD.DE
- 1D
- 0.72%
- 1M
- 5.36%
- YTD
- 8.27%
- 6M
- 9.20%
- 1Y
- 23.50%
- 3Y*
- 18.73%
- 5Y*
- —
- 10Y*
- —
DJAM.DE vs. XZMD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DJAM.DE Lyxor Dow Jones Industrial Average UCITS ETF Dist | 8.12% | 2.01% | 21.39% | 11.90% | -0.36% |
XZMD.DE Xtrackers MSCI USA ESG UCITS ETF 1D | 8.27% | 5.05% | 32.63% | 26.55% | -9.55% |
Correlation
The correlation between DJAM.DE and XZMD.DE is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2022 | 0.77 |
The correlation between DJAM.DE and XZMD.DE has been stable across timeframes, ranging from 0.73 to 0.77 - a consistent structural relationship.
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Return for Risk
DJAM.DE vs. XZMD.DE — Risk / Return Rank
DJAM.DE
XZMD.DE
DJAM.DE vs. XZMD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.DE) and Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DJAM.DE | XZMD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.33 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.77 | 2.18 | +0.59 |
| Martin ratioReturn relative to average drawdown | 9.22 | 7.70 | +1.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DJAM.DE | XZMD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 1.84 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.88 | -0.26 |
Drawdowns
DJAM.DE vs. XZMD.DE - Drawdown Comparison
The maximum DJAM.DE drawdown since its inception was -47.32%, which is greater than XZMD.DE's maximum drawdown of -24.74%. Use the drawdown chart below to compare losses from any high point for DJAM.DE and XZMD.DE.
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Drawdown Indicators
| DJAM.DE | XZMD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.32% | -24.74% | -22.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.34% | -10.73% | +3.39% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -24.74% | +3.59% |
Max Drawdown (5Y)Largest decline over 5 years | -21.15% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.30% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.34% | +0.34% |
Average DrawdownAverage peak-to-trough decline | -7.81% | -5.23% | -2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 3.04% | -0.83% |
Volatility
DJAM.DE vs. XZMD.DE - Volatility Comparison
The current volatility for Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.DE) is 2.87%, while Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.DE) has a volatility of 3.09%. This indicates that DJAM.DE experiences smaller price fluctuations and is considered to be less risky than XZMD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DJAM.DE | XZMD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 3.09% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 8.34% | 8.68% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 12.69% | -0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.07% | 16.03% | -1.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 16.03% | +0.06% |
DJAM.DE vs. XZMD.DE - Expense Ratio Comparison
DJAM.DE has a 0.50% expense ratio, which is higher than XZMD.DE's 0.15% expense ratio.
Dividends
DJAM.DE vs. XZMD.DE - Dividend Comparison
DJAM.DE's dividend yield for the trailing twelve months is around 0.73%, more than XZMD.DE's 0.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJAM.DE Lyxor Dow Jones Industrial Average UCITS ETF Dist | 0.73% | 0.79% | 1.17% | 1.06% | 1.80% | 1.11% | 1.62% | 1.25% | 1.90% | 1.71% | 2.26% | 2.44% |
XZMD.DE Xtrackers MSCI USA ESG UCITS ETF 1D | 0.68% | 0.81% | 0.91% | 0.97% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DJAM.DE and XZMD.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZMD.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZMD.DE is cheaper with a 0.15% expense ratio, compared with 0.50% for DJAM.DE.
DJAM.DE tracks Dow Jones Industrial Average, while XZMD.DE tracks Russell 1000 TR USD. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.50% for DJAM.DE and 0.15% for XZMD.DE.
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